The actress, who has appeared in Emmerdale and Dancing on Ice, said that she is a big fan of US period dramas.
"I really like the American dramas like Mad Men, I would love to be in Mad Men because I think Americans are so forward thinking," she told Bang Showbiz.
"I would love to be in a show that's set in a different era, it would be really exciting. It could be something in the '70s or the '80s, being in something around that time would be great."
She added: "I think everybody I know would like to star in a show like that. It's so obvious the first time you watch it that it is going to be successful."
Pallett also said that she wouldn't sign on for another reality show, as she considers Dancing on Ice to be "the best one" around.
"I think I've done the best one already so anything else would be an anti-climax," she said. "Strictly and Dancing on Ice are the best two because you learn a talent, you're walking away with something.
"It really toughened me up doing that show. My stamina improved. I went away on tour shortly after and it really helped me, toughened me up and boosted my confidence."
Pallett hit the headlines recently after being set upon by a dog in a gang attack.
> Roxanne Pallett: 'First day on Waterloo Road was surreal'